Convergence in $L_p([0,T])$ of wavelet expansions of $φ$-sub-Gaussian random processes

Yuriy Kozachenko; Andriy Olenko; Olga Polosmak

paper

Convergence in $L_{p} ([0, T])$ of wavelet expansions of $φ$ -sub-Gaussian random processes

arXiv:1307.1859

Abstract

The article presents new results on convergence in $L_{p} ([0, T])$ of wavelet expansions of $φ$ -sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.

*Will appear in Methodology and Computing in Applied Probability. 15 pages, 2 figures. The final publication is available at link.springer.com. DOI: 10.1007/s11009-013-9346-7

Convergence in Lp​([0,T]) of wavelet expansions of φ-sub-Gaussian random processes

Abstract

Convergence in $L_{p} ([0, T])$ of wavelet expansions of $φ$ -sub-Gaussian random processes